Well-Posedness and Strong Convergence of Infinite-Dimensional Port-Hamiltonian Primal-Dual Gradient Dynamics
O. V. Iftime, A. J. van der Schaft
Abstract
We establish a functional-analytic framework that justifies the LaSalle convergence argument outlined in [van der Schaft, 2026] on port-Hamiltonian primal-dual gradient dynamics for finite-horizon optimal control of linear systems. In addition to strict convexity of the running cost as in vanderSchaft2026PDGJuly, our analysis requires global Lipschitz continuity of the cost gradient. This ensures that the nonlinear gradient operator is well-defined and Lipschitz on the entire underlying space. We establish global well-posedness of the optimizer dynamics: every initial value determines a unique global mild solution, and the associated solution operators form a contraction semigroup. Similar to [Gernandtand Schaller, 2025], this is proved using tools from maximal monotone operator theory. Assuming existence of an optimal solution, we combine a dissipation inequality with an infinite-dimensional LaSalle invariance principle to prove strong convergence of every trajectory with a relatively compact positive orbit to the unique optimal state, control, and costate. Moreover, we present a sufficient condition for compactness through uniform control regularity and show that convergence holds for all initial states. Finally, we present an example with a strictly but not strongly convex running cost for which every mild solution converges strongly to the unique equilibrium, while no global exponential estimate uniformly over initial values can be obtained.
Create a lesson
Related papers
Towards learning-enhanced solvers for multi-parametric optimization
Dieter Teichrib, Fabian König, Moritz Schulze Darup
Taming Nonconvexity with Epigraph Lifting
Clara Lage, Hok Shing Wong, Matthias Ehrhardt
Multiplicative Gradient Method for Log-Homogeneous Optimization: A Unified Mirror-Descent Framework
Chun-Neng Chu, Yen-Huan Li
On the Complexity of Finding Stationary Points of p-th Order Hölder Smooth Functions in One Dimension
Huanjian Zhou, Taiji Suzuki
Regularity of the Price of Anarchy in Routing Games over the Multivariate Demand Space
Jiawen Wang, Hu Shao, Ting Wu
On the convexification of a bilinearly constrained set with a common variable
Hyun-Ju Oh, Boshi Yang